Code for "Vector Threshold Autoregressive Models with Multivariate Threshold Variables"
Code for "Vector Threshold Autoregressive Models with Multivariate Threshold Variables"
"fun2.R" consists of all helper functions;
"tsgenerator0X.R" generates multivariate time series given a specific VARTMT Model;
"GA0X.R" selects and estimates VARTMT Model via GA algorithm;
"IR.R" is for a case analysis for interest rate data.
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